Abstract
It has been shown by Dahlquist [3] that the trapezoidal formula has the smallest truncation error among all linear multistep methods with a certain stability property. It is the purpose of this note to show that a slightly different stability requirement permits methods of higher accuracy.
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References
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The preparation of this paper was sponsored by the Swedish Technical Research Council.
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Widlund, O.B. A note on unconditionally stable linear multistep methods. BIT 7, 65–70 (1967). https://doi.org/10.1007/BF01934126
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DOI: https://doi.org/10.1007/BF01934126
Key words
- Differential equations
- multistep methods
- stability